QFLR vs. VT

Last updated Jun 24, 2026

QFLR (Innovator Nasdaq-100 Managed Floor ETF) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - QFLR is a Nasdaq-100 fund actively managed by Innovator, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. QFLR is actively managed, while VT is passively managed. Over the past year, QFLR returned 20.74% vs 25.71% for VT. Their correlation of 0.82 suggests significant overlap in exposure. QFLR charges 0.89%/yr vs 0.06%/yr for VT.

Performance

QFLR vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Nasdaq-100 Managed Floor ETF (QFLR) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QFLR achieves a 3.27% return, which is significantly lower than VT's 10.06% return.

QFLR

• 1D: -2.77%
• 1M: -2.26%
• YTD: 3.27%
• 6M: 2.61%
• 1Y: 20.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VT

• 1D: -2.05%
• 1M: -0.44%
• YTD: 10.06%
• 6M: 9.32%
• 1Y: 25.71%
• 3Y*: 19.92%
• 5Y*: 10.51%
• 10Y*: 12.96%

*Multi-year figures are annualized to reflect compound growth (CAGR)

QFLR vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
QFLR Innovator Nasdaq-100 Managed Floor ETF	3.27%	17.27%	16.30%
VT Vanguard Total World Stock ETF	10.06%	22.43%	16.21%

Correlation

The correlation between QFLR and VT is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jan 25, 2024	0.82

The correlation between QFLR and VT has been stable across timeframes, ranging from 0.82 to 0.83 - a consistent structural relationship.

Return for Risk

QFLR vs. VT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QFLR

QFLR Risk / Return Rank: 54
QFLR Sharpe Ratio Rank: 51
QFLR Sortino Ratio Rank: 46
QFLR Omega Ratio Rank: 53
QFLR Calmar Ratio Rank: 59
QFLR Martin Ratio Rank: 64

VT

VT Risk / Return Rank: 59
VT Sharpe Ratio Rank: 59
VT Sortino Ratio Rank: 57
VT Omega Ratio Rank: 58
VT Calmar Ratio Rank: 56
VT Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QFLR vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Nasdaq-100 Managed Floor ETF (QFLR) and Vanguard Total World Stock ETF (VT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	QFLR	VT	Difference
Sharpe ratio: Return per unit of total volatility	1.63	1.91	-0.27
Sortino ratio: Return per unit of downside risk	2.18	2.62	-0.44
Omega ratio: Gain probability vs. loss probability	1.31	1.35	-0.04
Calmar ratio: Return relative to maximum drawdown	2.74	2.67	+0.07
Martin ratio: Return relative to average drawdown	10.85	11.57	-0.73

QFLR vs. VT - Sharpe Ratio Comparison

The current QFLR Sharpe Ratio is 1.63, which is comparable to the VT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of QFLR and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QFLR vs. VT - Drawdown Comparison

The maximum QFLR drawdown since its inception was -13.97%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for QFLR and VT.

Drawdown Indicators

	QFLR	VT	Difference
Max Drawdown Largest peak-to-trough decline	-13.97%	-50.27%	+36.30%
Max Drawdown (1Y) Largest decline over 1 year	-7.61%	-9.67%	+2.06%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.51%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-26.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.24%	—
Current Drawdown Current decline from peak	-3.86%	-2.80%	-1.06%
Average Drawdown Average peak-to-trough decline	-2.50%	-7.00%	+4.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	2.23%	-0.31%

Volatility

QFLR vs. VT - Volatility Comparison

Innovator Nasdaq-100 Managed Floor ETF (QFLR) has a higher volatility of 6.59% compared to Vanguard Total World Stock ETF (VT) at 5.65%. This indicates that QFLR's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QFLR	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.59%	5.65%	+0.94%
Volatility (6M) Calculated over the trailing 6-month period	9.90%	11.32%	-1.42%
Volatility (1Y) Calculated over the trailing 1-year period	12.77%	13.58%	-0.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.13%	16.19%	-3.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.13%	17.20%	-4.07%

QFLR vs. VT - Expense Ratio Comparison

QFLR has a 0.89% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

QFLR vs. VT - Dividend Comparison

QFLR has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.61%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QFLR Innovator Nasdaq-100 Managed Floor ETF	0.00%	0.02%	0.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.61%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

Frequently Asked Questions

Can I hold both QFLR and VT in my portfolio?

QFLR and VT have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QFLR or VT?

QFLR has higher volatility (6.59%) compared to VT (5.65%). In terms of maximum drawdown, QFLR dropped -13.97% vs VT's -50.27%.

Which ETF is better, QFLR or VT?

On 1-year performance, VT leads with 25.71% vs 20.74% for QFLR. On fees, VT is cheaper at 0.06% per year. On volatility, VT has been the lower-risk option at 5.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QFLR or VT?

Over the 1-year period, VT has performed better with a 25.71% return vs 20.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QFLR or VT?

VT is cheaper with a 0.06% expense ratio, compared with 0.89% for QFLR.

Which ETF pays a higher dividend yield, QFLR or VT?

VT has the higher dividend yield at 1.61%, compared with 0.00% for QFLR.

What is the main difference between QFLR and VT?

QFLR is categorized as Nasdaq-100, while VT is Global Equities. They also come from different issuers: Innovator and Vanguard. Their fees differ too: 0.89% for QFLR and 0.06% for VT.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (1.91 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.